Discussion re Pure Renko strategy

Forums ProRealTime English forum ProOrder support Discussion re Pure Renko strategy

This topic contains 222 replies, has 18 voices, and was last updated by avatar Paul 10 seconds ago.

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  • #120404

    edit : new topic from https://www.prorealcode.com/topic/why-is-backtesting-so-unreliable/

    According to IG Status Page … all trading platforms are now sorted!! See attached.

    This Renko code is the only code I am still getting Rejects / Stoppages on (up to now anyway!?).

    Only major difference I can see between this System and my others is the use of While, Wend? Maybe While. Wend has recently become a non-approved term anymore??

    @nonetheless would it be easy for you to re-code without While, Wend?  I know the code is a DocTrading code so maybe it not easy for you either?

    If one of our coding wizards might be able to help it would be much appreciated?

    Below is the code of the System that is showing +£1.8K profit since October (see attached).

     

     

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    #120416

    maybe this?

     

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    #120422

    Hahaha … nice one Paul!

    Your change works (same profits etc) and System has NOT been rejected!

    Feeling guilty now that I didn’t persevere with the code.

    I had heard others on here mention While, Wend and the terms are on here under approved probuilder language documentation and so I doubted this would be the Issue, but seems it is!

    Now I can try my other forks piling up ready to be Forward Tested!

    Onward and Upward!

    Thank You
    Grahal

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    #120423

    showing +£1.8K profit since October

    That is not too shabby at all, thanks to DocTrading (and also to Paul!) who did the heavy lifting…

    2 users thanked author for this post.
    #120437

    @nonetheless it would make sense / logical to ask the Mods to change the name of this Topic to …

    Discussion re Pure Renko strategy

    https://www.prorealcode.com/prorealtime-trading-strategies/pure-renko-strategy/

    Also there may be ‘some mileage‘ in checking out the other two Renko Systems in the Library?

    I keep meaning to, but my self-build is limiting my time for a while, sorry.

    https://www.prorealcode.com/prorealtime-trading-strategies/renko-automated-trading-system/

    https://www.prorealcode.com/prorealtime-trading-strategies/renko-automated-trading-with-moving-average-on-candlesticks-chart/

     

    #120440

    now wondering if it could be used on a higher timeframe. Couldn’t resist!  100k tested so far on 15 min dow, spread 3.1

     

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    #120447

    it would make sense / logical to ask the Mods to change the name of this Topic to … Discussion re Pure Renko strategy

    Yes, absolutely … how do I go about that? I’m waving my arms but guess they can’t see me.

    #120448

    wondering if it could be used on a higher timeframe

    Hey, my thoughts exactly! The 1m TF always seemed wrong. Now it’s really starting to look interesting…

    #120450

    Make a statue to Paul thanks

    1 user thanked author for this post.
    #120451

    how do I go about that?

    @vonasi or @robertogozzi might check out all the action on this Topic  and now – as OP – you are asking for the title to be changed, they may sort it for us?

    Now Paul is onboard I can see us having all sorts Renko versions in this Topic so Mods please …

    New Topic Required …

    Renko Systems

    #120503

    there’s a bug at monday 00.00.00 where there shouldn’t be an entry. With the bug the results are better though.

    pics are with spread 100k & 200k

     

     

     

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    #120545

    Sadly the robustness test is a bust for this one. Odd because I had thought that Renko bars were time independent and that it might perform better than most. 🤔

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    #120551

    Would be worth putting a link to your post above on Vonasi Robustness Tester Topic … he might have some useful observation re Renko and Robustness tests?

    #120552

    Here’s an interesting development. Starting with the 1m version that @Grahal was running I added a trailing stop, tweaked the boxsize, stop and TP — ran it on daily TF for a 20 year back test.

    Very low % win but the stop loss is just .1% so it works even with lots of small losses. WF is as good as it gets, robustness checks out…

    Attachments:
    1. DOW-Daily-Renko.itf
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    #120555

    Can you also do the 21 5 and the 20 5 in order to look at the total average?

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